Risk capital allocation for RORAC optimization

Risk capital allocation for RORAC optimization

Arne Buch, Gregor Dorfleitner, Maximilian Wimmer
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Volume:
35
Year:
2011
Language:
english
DOI:
10.1016/j.jbankfin.2011.04.001
File:
PDF, 392 KB
english, 2011
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